+56.2%
YOU vs SPY
+89.0%
-32.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -4.5% |
| 7D | +14.9% | +0.1% | +14.8% | +15.0% |
| 30D | +26.8% | -3.3% | +30.2% | +32.8% |
| 3M | +7.8% | -2.4% | +10.2% | +11.4% |
| 6M | -2.4% | +2.6% | -5.0% | -6.5% |
| YTD | +59.2% | +11.2% | +48.0% | +36.3% |
| 1Y | +55.4% | +13.4% | +42.0% | +28.9% |
| 3Y | +228.7% | +79.9% | +148.8% | +24.5% |
| 5Y | +20.9% | +72.2% | -51.3% | -46.4% |
| All | +56.2% | +89.0% | -32.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling